For the Cheese Balls
8 ounces extra-sharp Cheddar cheese, grated
1/4 cup finely diced sweet onion, like Vidalia
1 cup dry unseasoned bread crumbs
1/2 teaspoon Worcestershire sauce
2 extra-large eggs, lightly beaten
vegetable oil for frying

For the Mayonnaise
1/4 cup mayonaise (I use Hellman's)
1 1/2 Tablespoons chili sauce
1/4 teaspoon freshly squeezed lemon juice
Pinch of kosher salt
1/8 teaspoon cayenne pepper
Tabasco to taste, optional (but good)
Ground cayenne pepper to taste, optional (but good)